+443.7%
APLD vs VIVK
-100.0%
+543.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -12.3% | +14.1% | +2.2% |
| 7D | +4.1% | -1.4% | +5.4% | +4.0% |
| 30D | -11.7% | -43.6% | +31.9% | -10.1% |
| 3M | -40.3% | -95.1% | +54.9% | -34.8% |
| 6M | -8.0% | -98.2% | +90.2% | +1.7% |
| YTD | +7.5% | -97.9% | +105.5% | +14.6% |
| 1Y | +84.0% | -100.0% | +184.0% | +132.5% |
| 3Y | +356.2% | -100.0% | +456.2% | +445.2% |
| All | +443.7% | -100.0% | +543.7% | +538.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIVK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling